Sample correlation behavior for the heavy tailed general bilinear process

DOI10.1080/15326340008807586zbMath0955.60028OpenAlexW2068305128MaRDI QIDQ4484845

Eric Van den Berg, Sidney I. Resnick

Publication date: 21 February 2001

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/9094

zbMATH Keywords

model selectionpoint processesheavy tailssample correlationbilinear model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

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